Re: API/CTCI orders for canadian stocks are not allowed error message
I called up the IBKR support staff and they state that IB will no longer allow us to trade Canadian stocks/futures using the API.
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nkulki
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#53302
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Re: C++ preventing EReader reading when socket is closed
A fix has been submitted a while ago and is now in the "latest" version of the API.
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David Armour
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#53301
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Error Code -> 366 w/ reqHistoricalData() in ib_insync for realtime stream
Hi,
Anyone else seeing this error start popping up today? Only started since about 3 P.M. The contract is valid and has been working since this morning. This is through ib_insync and is using
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Brendan Lydon
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#53300
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
Thanks for your observation, if I investigate on my own I will publish the results. In any case, any other contribution is welcome.
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luca.chiaravalloti@...
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#53299
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Re: Submitting many orders simultaneously
Thanks everyone for the very helpful information. This will get me pointed in the right direction. I will try placing the orders sequentially with TWS API.
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Jesse Stone
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#53298
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
TL;DR Volume-based ratio adjustment
TWS shows the adjustment on the Chart. For example, let's take CME Crude Oil (CL). On 14 Aug there is a small marker "RA 101.63%" being shown on the TWS chart with
By
mov_ebpesp
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#53297
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Re: Submitting many orders simultaneously
I don't use REST API but read about it, so here are thoughts:
I don't have idea of the time real TIME TROUGH for REST calls, generally theses kind of things are implemented atop existing infra and I
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Gordon Eldest
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#53296
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Re: Submitting many orders simultaneously
Yes, you do need to submit the orders sequentially. No there is no ‘batch’ order submission facility. It’s simply not necessary: submitting the orders in a tight loop is no more difficult than
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Richard L King
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#53295
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Re: Submitting many orders simultaneously
There is no batch order submission message/request in TWS API.? Order management is described at https://interactivebrokers.github.io/tws-api/orders.html
Orders are submitted to TWS/IBGW one at a
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Jürgen Reinold
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#53294
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Re: Submitting many orders simultaneously
Thanks very much for that information. Does one really need to submit the orders sequentially? Is there no way to submit a batch of orders at one time? I would have thought that many IBKR users
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Jesse Stone
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#53293
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
Yes, you're right, I can try to deduce how the continuous is built, but I think it's very strange that IB doesn't state anywhere how it is officially constructed, and since it's an important aspect, I
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luca.chiaravalloti@...
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#53292
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Re: new IBKR desktop APP
IBKR Desktop does not act as an API server, so it is by default out of the scope of this "TWS API" group I would think.
But I have looked at IBKR Desktop and it is in my opinion not for the serious
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Bart D
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#53291
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Re: Submitting many orders simultaneously
According to TWS API documentation,
I have not placed orders at this pace and I'm not sure if any more fine-grained pacing is implied from the above mentioned limitations (like not more than 1 order
By
ds-avatar
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#53290
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Re: new IBKR desktop APP
I am a long time member of this group, but I have been away from it for awhile. Now I am re-evaluating my trading to better match my current interests and circumstances.
I have been working with the
By
rwk
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#53289
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Submitting many orders simultaneously
Hi. I am new here, so I apologize if this question has been covered already.
Until recently I was trading on IBKR using the Client Portal API. Each day I would simultaneously place about 100 limit
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Jesse Stone
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#53288
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Re: API data not the same as TWS data?
You are probably looking for the list of available tick types that you can find at https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#available-tick-types
There you will see that
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Jürgen Reinold
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#53287
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
I seriously hope what you really wanted to say is "So the question is still opened, waiting for the answer *from IBKR support*." Otherwise it would sound like you feel entitled to an immediate answer
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Jürgen Reinold
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#53286
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
As the Moderator noticed, the link shows just one way to create a continuous version of a futures,
but I want to know what method used by TWS.
So the question is still opened, waiting for the
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luca.chiaravalloti@...
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#53285
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API data not the same as TWS data?
Hi there. I'm retrieving data from stocks using a Python script and the methods tickPrice, tickSize and updateMktDepthL2
It looks like it is working, but checking the data I get from the API is
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Lalo F.
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#53284
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Re: How are built the Continuous future data retrieved with secType = CONTFUT ?
To create a continuous future, you must apply the back adjustment method with the various futures contracts that you downloaded.
The most recent future is used to calculate a coefficient that is used
By
[email protected]
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#53283
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